Leveraged Portfolio
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Leveraged Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is May 29, 2015, corresponding to the inception date of GUSH
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Leveraged Portfolio | 7.52% | 17.34% | -3.86% | -10.87% | 9.27% | N/A |
| Portfolio components: | ||||||
SPXL Direxion Daily S&P 500 Bull 3X Shares | 52.61% | 26.34% | 16.19% | 25.71% | 16.71% | 21.43% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -27.40% | 28.67% | -28.90% | -40.08% | -18.85% | -6.39% |
ERX Direxion Daily Energy Bull 2X Shares | -10.76% | -0.86% | 10.96% | -16.47% | -22.62% | -22.41% |
NUGT Direxion Daily Gold Miners Bull 2X Shares | 5.89% | 25.75% | -5.10% | -1.47% | -11.03% | -28.20% |
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | 1.05% | -8.86% | 24.77% | -16.60% | -52.28% | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -7.20% | 9.17% | 1.90% | -7.29% | -15.83% | -11.52% | 24.93% |
Dividend yield
Leveraged Portfolio granted a 2.41% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Leveraged Portfolio | 2.41% | 1.10% | 0.21% | 2.13% | 1.21% | 1.29% | 1.78% | 0.65% | 0.00% | 0.00% | 0.26% | 0.08% |
| Portfolio components: | ||||||||||||
SPXL Direxion Daily S&P 500 Bull 3X Shares | 0.89% | 0.32% | 0.11% | 0.22% | 0.84% | 1.02% | 3.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 3.31% | 1.62% | 0.13% | 4.19% | 0.94% | 1.49% | 0.41% | 0.00% | 0.00% | 0.00% | 0.57% | 0.17% |
ERX Direxion Daily Energy Bull 2X Shares | 3.02% | 2.23% | 2.16% | 2.35% | 1.56% | 3.10% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NUGT Direxion Daily Gold Miners Bull 2X Shares | 1.35% | 0.70% | 0.00% | 0.00% | 0.63% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | 6.84% | 1.89% | 0.00% | 0.72% | 6.71% | 0.67% | 0.00% | 13.05% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Leveraged Portfolio has a high expense ratio of 1.07%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SPXL Direxion Daily S&P 500 Bull 3X Shares | 0.62 | ||||
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.62 | ||||
ERX Direxion Daily Energy Bull 2X Shares | -0.36 | ||||
NUGT Direxion Daily Gold Miners Bull 2X Shares | 0.08 | ||||
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | -0.33 |
Asset Correlations Table
| NUGT | TMF | SPXL | GUSH | ERX | |
|---|---|---|---|---|---|
| NUGT | 1.00 | 0.23 | 0.14 | 0.15 | 0.16 |
| TMF | 0.23 | 1.00 | -0.20 | -0.28 | -0.30 |
| SPXL | 0.14 | -0.20 | 1.00 | 0.50 | 0.55 |
| GUSH | 0.15 | -0.28 | 0.50 | 1.00 | 0.91 |
| ERX | 0.16 | -0.30 | 0.55 | 0.91 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Leveraged Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Leveraged Portfolio was 63.33%, occurring on Oct 27, 2023. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.33% | Nov 10, 2021 | 494 | Oct 27, 2023 | — | — | — |
| -45.54% | Mar 9, 2020 | 8 | Mar 18, 2020 | 29 | Apr 29, 2020 | 37 |
| -27.18% | Jan 29, 2018 | 229 | Dec 24, 2018 | 112 | Jun 6, 2019 | 341 |
| -24.57% | Jun 1, 2015 | 161 | Jan 19, 2016 | 55 | Apr 7, 2016 | 216 |
| -22.16% | Aug 19, 2016 | 61 | Nov 14, 2016 | 202 | Sep 5, 2017 | 263 |
Volatility Chart
The current Leveraged Portfolio volatility is 9.97%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.